Equivalent relaxations of optimal power flow

Several convex relaxations of the optimal power flow (OPF) problem have recently been developed using both bus injection models and branch flow models. In this paper, we prove relations among three convex relaxations: a semidefinite relaxation that computes a full matrix, a chordal relaxation based on a chordal extension of the network graph, and a second-order cone relaxation that computes the smallest partial matrix. We prove a bijection between the feasible sets of the OPF in the bus injection model and the branch flow model, establishing the equivalence of these two models and their second-order cone relaxations. Our results imply that, for radial networks, all these relaxations are equivalent and one should always solve the second-order cone relaxation. For mesh networks, the semidefinite relaxation is tighter than the second-order cone relaxation but requires a heavier computational effort, and the chordal relaxation strikes a good balance. Simulations are used to illustrate these results.Comment: 12 pages, 7 figure

Convex Relaxation of Optimal Power Flow, Part I: Formulations and Equivalence

This tutorial summarizes recent advances in the convex relaxation of the optimal power flow (OPF) problem, focusing on structural properties rather than algorithms. Part I presents two power flow models, formulates OPF and their relaxations in each model, and proves equivalence relations among them. Part II presents sufficient conditions under which the convex relaxations are exact.Comment: Citation: IEEE Transactions on Control of Network Systems, 15(1):15-27, March 2014. This is an extended version with Appendices VIII and IX that provide some mathematical preliminaries and proofs of the main result

Convex Relaxations for Permutation Problems

Seriation seeks to reconstruct a linear order between variables using unsorted, pairwise similarity information. It has direct applications in archeology and shotgun gene sequencing for example. We write seriation as an optimization problem by proving the equivalence between the seriation and combinatorial 2-SUM problems on similarity matrices (2-SUM is a quadratic minimization problem over permutations). The seriation problem can be solved exactly by a spectral algorithm in the noiseless case and we derive several convex relaxations for 2-SUM to improve the robustness of seriation solutions in noisy settings. These convex relaxations also allow us to impose structural constraints on the solution, hence solve semi-supervised seriation problems. We derive new approximation bounds for some of these relaxations and present numerical experiments on archeological data, Markov chains and DNA assembly from shotgun gene sequencing data.Comment: Final journal version, a few typos and references fixe

Conic Optimization Theory: Convexification Techniques and Numerical Algorithms

Optimization is at the core of control theory and appears in several areas of this field, such as optimal control, distributed control, system identification, robust control, state estimation, model predictive control and dynamic programming. The recent advances in various topics of modern optimization have also been revamping the area of machine learning. Motivated by the crucial role of optimization theory in the design, analysis, control and operation of real-world systems, this tutorial paper offers a detailed overview of some major advances in this area, namely conic optimization and its emerging applications. First, we discuss the importance of conic optimization in different areas. Then, we explain seminal results on the design of hierarchies of convex relaxations for a wide range of nonconvex problems. Finally, we study different numerical algorithms for large-scale conic optimization problems.Comment: 18 page